+459.5%
AJG vs IT
+103.1%
+356.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.7% |
| 7D | -8.3% | -3.7% | -4.6% | -7.4% |
| 30D | -5.7% | +0.1% | -5.7% | -5.8% |
| 3M | +9.1% | +20.7% | -11.6% | +2.2% |
| 6M | +15.2% | +12.0% | +3.2% | +9.5% |
| YTD | -6.3% | -28.8% | +22.5% | 0.0% |
| 1Y | -19.1% | -25.5% | +6.4% | -15.4% |
| 3Y | +8.2% | -48.8% | +57.0% | +22.3% |
| 5Y | +75.6% | -42.7% | +118.4% | +87.1% |
| All | +459.5% | +103.1% | +356.4% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling